+681.6%
EGY vs SPY
+322.5%
+359.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.4% |
| 7D | +5.3% | -0.8% | +6.1% | +6.2% |
| 30D | +11.7% | -1.1% | +12.7% | +12.8% |
| 3M | +17.2% | +3.9% | +13.3% | +11.9% |
| 6M | +15.9% | +13.6% | +2.3% | -1.1% |
| YTD | +79.6% | +12.7% | +66.9% | +54.5% |
| 1Y | +66.4% | +17.5% | +48.9% | +36.1% |
| 3Y | +76.4% | +76.9% | -0.5% | -10.2% |
| 5Y | +221.4% | +83.6% | +137.9% | +56.4% |
| All | +681.6% | +322.5% | +359.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling